ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 04-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2013 |
04-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
127-075 |
126-220 |
-0-175 |
-0.4% |
127-180 |
| High |
127-090 |
127-020 |
-0-070 |
-0.2% |
128-020 |
| Low |
126-220 |
126-215 |
-0-005 |
0.0% |
126-220 |
| Close |
126-250 |
126-315 |
0-065 |
0.2% |
126-250 |
| Range |
0-190 |
0-125 |
-0-065 |
-34.2% |
1-120 |
| ATR |
0-180 |
0-176 |
-0-004 |
-2.2% |
0-000 |
| Volume |
1,110,369 |
543,146 |
-567,223 |
-51.1% |
5,091,259 |
|
| Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-025 |
127-295 |
127-064 |
|
| R3 |
127-220 |
127-170 |
127-029 |
|
| R2 |
127-095 |
127-095 |
127-018 |
|
| R1 |
127-045 |
127-045 |
127-006 |
127-070 |
| PP |
126-290 |
126-290 |
126-290 |
126-302 |
| S1 |
126-240 |
126-240 |
126-304 |
126-265 |
| S2 |
126-165 |
126-165 |
126-292 |
|
| S3 |
126-040 |
126-115 |
126-281 |
|
| S4 |
125-235 |
125-310 |
126-246 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-097 |
130-133 |
127-172 |
|
| R3 |
129-297 |
129-013 |
127-051 |
|
| R2 |
128-177 |
128-177 |
127-011 |
|
| R1 |
127-213 |
127-213 |
126-290 |
127-135 |
| PP |
127-057 |
127-057 |
127-057 |
127-018 |
| S1 |
126-093 |
126-093 |
126-210 |
126-015 |
| S2 |
125-257 |
125-257 |
126-169 |
|
| S3 |
124-137 |
124-293 |
126-129 |
|
| S4 |
123-017 |
123-173 |
126-008 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-020 |
126-215 |
1-125 |
1.1% |
0-176 |
0.4% |
22% |
False |
True |
1,027,254 |
| 10 |
128-020 |
126-215 |
1-125 |
1.1% |
0-156 |
0.4% |
22% |
False |
True |
914,533 |
| 20 |
128-020 |
125-170 |
2-170 |
2.0% |
0-164 |
0.4% |
57% |
False |
False |
910,587 |
| 40 |
128-020 |
122-250 |
5-090 |
4.2% |
0-185 |
0.5% |
80% |
False |
False |
977,202 |
| 60 |
128-020 |
122-070 |
5-270 |
4.6% |
0-204 |
0.5% |
82% |
False |
False |
850,110 |
| 80 |
128-020 |
122-070 |
5-270 |
4.6% |
0-194 |
0.5% |
82% |
False |
False |
638,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-231 |
|
2.618 |
128-027 |
|
1.618 |
127-222 |
|
1.000 |
127-145 |
|
0.618 |
127-097 |
|
HIGH |
127-020 |
|
0.618 |
126-292 |
|
0.500 |
126-278 |
|
0.382 |
126-263 |
|
LOW |
126-215 |
|
0.618 |
126-138 |
|
1.000 |
126-090 |
|
1.618 |
126-013 |
|
2.618 |
125-208 |
|
4.250 |
125-004 |
|
|
| Fisher Pivots for day following 04-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
126-302 |
127-070 |
| PP |
126-290 |
127-045 |
| S1 |
126-278 |
127-020 |
|